+308.9%
MSTR vs CIFR
+505.5%
-196.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | +12.2% | +16.9% | -4.8% | +6.3% |
| 30D | +45.2% | -5.2% | +50.4% | +46.7% |
| 3M | +10.4% | -30.6% | +40.9% | +17.0% |
| 6M | -2.5% | +10.6% | -13.1% | -17.3% |
| YTD | -6.0% | +20.2% | -26.2% | -24.1% |
| 1Y | -56.4% | +139.7% | -196.1% | -76.2% |
| All | +308.9% | +505.5% | -196.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CIFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling